Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,407 EUR | 503,407 EUR | 100.00% | 100.00% |
16/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,986 EUR | 500,986 EUR | 99.74% | 99.74% |
15/05/2024 | 0.99% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,103 EUR | 505,103 EUR | 99.44% | 99.44% |
14/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,314 EUR | 508,314 EUR | 98.94% | 98.94% |
13/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,524 EUR | 503,524 EUR | 99.07% | 99.07% |
10/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,884 EUR | 501,884 EUR | 99.84% | 99.84% |
08/05/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,494 EUR | 504,494 EUR | 98.26% | 98.26% |
07/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,488 EUR | 506,488 EUR | 99.45% | 99.45% |
06/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,877 EUR | 503,877 EUR | 99.85% | 99.85% |
03/05/2024 | 0.85% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,729 EUR | 503,989 EUR | 100.00% | 100.00% |